J. Xiong

activity

20042023

most citedSuper-Brownian motion as the unique strong solution to an SPDE

50 citations · 153 across the 53 of their papers we have counts for

collaborators

Showing 2018Show all

3 papers · 1 filter

math.OC2018★ 6 cited

Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients: Closed-Loop Representation of Open-Loop Optimal Controls

Jingrui Sun, Jie Xiong, Jiongmin Yong

This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random,…

math.OC2018

Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information

Jingtao Shi, Guangchen Wang, Jie Xiong

This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state var…

math.CV2018

Norm convergence of partial sums of $H^{1}$ functions

J. D. McNeal, J. Xiong

A classical observation of Riesz says that truncations of a general $\sum_{n = 0}^{\infty} a_{n} z^{n}$ in the Hardy space $H^{1}$ do not converge in $H^{1}$ . A substitute positive result is p…

Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients: Closed-Loop Representation of Open-Loop Optimal Controls

Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information

Norm convergence of partial sums of H1 functions

Norm convergence of partial sums of $H^{1}$ functions